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Upgrade qdownload to iqfeed 6.2 #7

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mpdroog wants to merge 8 commits into
nhedlund:masterfrom
mpdroog:v62
Open

Upgrade qdownload to iqfeed 6.2 #7
mpdroog wants to merge 8 commits into
nhedlund:masterfrom
mpdroog:v62

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@mpdroog

@mpdroog mpdroog commented May 6, 2024

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Hello,

I took the liberty to upgrade your qdownload tool from iqfeed protocol 5.1 to the latest 6.2 and add some small changes I thought are useful.

Changes I've done:

  • (protocol) Fix intervalTypes must be lowercase
  • (feature) If no begin or endate set enddate=tomorrow
  • (feature) print config in detailed-logging
  • (protocol) removed requestID (field 0 is now the new messageid LM)
  • (protocol) added tradeaggresor/daycode/microseconds to tickdata

@nhedlund

nhedlund commented May 6, 2024

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Thanks for your PR, great upgrading to the latest protocol!

I don't use IQFeed currently so I cannot test your changes unfortunately.

Can you look at the failing tests?

@mpdroog

mpdroog commented May 7, 2024

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Can you look at the failing tests?
Yes I'll have a look :)

@mpdroog

mpdroog commented May 28, 2024

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Hi, updated the failed tests, could you approve the workflow unittest?

@nhedlund

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I added a couple of questions inline during my review, maybe you did not see them?

@mpdroog

mpdroog commented May 28, 2024

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Aha didn't see that

@mpdroog

mpdroog commented May 28, 2024

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Could you hint where I can see your inline questions? Looking at the Files changed shows no comments.

@nhedlund

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Wow it seems Github has issues showing inline code comments: https://github.com/orgs/community/discussions/30638

@nhedlund

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I am copying the comments here instead:

main.go 181
This worked before so I guess this has to do with the newer protocol?

main.go 216
Previously you did not need to set the end date, you got all data when not setting it. What happens when you don't set the end date? Can you test this?

iqfeed.go 114
If I remember correctly I used request ID to separate multiple parallel requests for different instruments.
Have you tested this change on like for example 20 instruments that download in parallell and verify the data returned that the results are not scrambled (data is allocated to wrong instruments)?

@mpdroog

mpdroog commented May 28, 2024

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main.go> Thank you, will try collecting the errors I got that motivated me to add this code.

iqfeed.go> I assumed the TCP-connections are separate and thus the data doesn't get scrambled. Will have to more properly test this.

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2 participants